+60.1%
CI vs ABCL
-80.4%
+140.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.5% |
| 7D | -1.3% | -2.7% | +1.4% | -1.3% |
| 30D | +6.4% | -5.4% | +11.8% | +6.4% |
| 3M | +10.7% | +22.4% | -11.8% | +10.4% |
| 6M | +5.5% | +127.6% | -122.1% | +4.5% |
| YTD | +11.4% | +249.4% | -238.0% | +9.6% |
| 1Y | +15.0% | +198.0% | -183.0% | +13.4% |
| 3Y | +9.0% | +195.8% | -186.8% | +6.8% |
| 5Y | +52.0% | -20.6% | +72.6% | +48.5% |
| All | +60.1% | -80.4% | +140.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling